+235.9%
DIA vs GE
+162.3%
+73.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.9% | +5.4% | -4.5% | -0.6% |
| 30D | +1.1% | +9.6% | -8.5% | -1.6% |
| 3M | -2.9% | -7.7% | +4.8% | -1.0% |
| 6M | +5.9% | +14.0% | -8.1% | +1.5% |
| YTD | +9.8% | +10.2% | -0.4% | +5.5% |
| 1Y | +11.7% | +8.9% | +2.8% | +7.6% |
| 3Y | +59.5% | +273.7% | -214.1% | +5.8% |
| 5Y | +57.5% | +410.2% | -352.7% | -6.6% |
| 10Y | +235.9% | +157.4% | +78.5% | +91.7% |
| All | +235.9% | +162.3% | +73.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling